-80.9%
FIG vs SYF
+12.5%
-93.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.6% |
| 7D | -14.5% | -1.3% | -13.1% | -13.9% |
| 30D | -13.3% | -1.1% | -12.2% | -13.0% |
| 3M | +7.4% | +7.4% | 0.0% | +3.4% |
| 6M | -27.8% | +16.2% | -44.0% | -33.9% |
| YTD | -41.1% | -6.1% | -35.0% | -41.0% |
| 1Y | -58.7% | +3.4% | -62.1% | -62.4% |
| All | -80.9% | +12.5% | -93.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling